Mark Salmon
Mark Salmon
Warwick Cambridge
Adresse e-mail validée de cam.ac.uk
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Market stress and herding
S Hwang, M Salmon
Journal of Empirical Finance 11 (4), 585-616, 2004
5812004
Error correction mechanisms
M Salmon
The economic journal 92 (367), 615-629, 1982
2791982
Testing normality in econometric models
NM Kiefer, M Salmon
Economics Letters 11 (1-2), 123-127, 1983
1561983
Policy coordination and dynamic games
M Miller, M Salmon
International economic policy coordination, 184-227, 1985
1471985
Dynamic games and the time inconsistency of optimal policy in open economies
M Miller, M Salmon
The Economic Journal 95, 124-137, 1985
1421985
Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
E Bouyé, M Salmon
The European Journal of Finance 15 (7-8), 721-750, 2009
1372009
Learning and rationality in economics
AP Kirman, MH Salmon
1091995
A new measure of herding and empirical evidence
S Hwang, M Salmon
WP01-12, 2001
732001
Sentiment and beta herding
S Hwang, M Salmon
SSRN: http://ssrn. com/abtract 299919, 2009
612009
Preferred point geometry and statistical manifolds
F Critchley, P Marriott, M Salmon
The Annals of Statistics 21 (3), 1197-1224, 1993
521993
The information content of a limit order book: The case of an FX market
R Kozhan, M Salmon
Journal of Financial Markets 15 (1), 1-28, 2012
512012
Investigating dynamic dependence using copulae
E Bouyé, N Gaussel, M Salmon
WP01-03, 2001
462001
Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index
M Hurd, M Salmon, C Schleicher
Bank of England Working Paper, 2007
452007
On the differential geometry of the Wald test with nonlinear restrictions
F Critchley, P Marriott, M Salmon
Econometrica: Journal of the Econometric Society, 1213-1222, 1996
451996
Bounded rationality and learning: Procedural learning
M Salmon
European University Institute, 1994
451994
On evaluating the importance of nonlinearity in large macroeconometric models
P Fisher, M Salmon
International Economic Review, 625-646, 1986
431986
Robust decision theory and the Lucas critique
M Marcellino, MH Salmon
Warwick Business School, Financial Econometrics Research Centre, 2001
402001
Applications of differential geometry to econometrics
P Marriott, M Salmon
Cambridge University Press, 2000
372000
Performance measurement with loss aversion
G Gemmill, S Hwang, M Salmon
Journal of Asset Management 7 (3-4), 190-207, 2006
362006
Representations of I (2) cointegrated systems using the Smith-McMillan form
N Haldrup, M Salmon
Journal of Econometrics 84 (2), 303-325, 1998
361998
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